Expected Exposure

Expected Exposure is a credit risk metric that quantifies the expected positive value of a derivative contract or portfolio at a future point in time, conditional on the occurrence of counterparty default.

76

Publications

5K

Citations

449

Authors

196

Institutions

Publications per year

2017–2026

13

Variants

Ee

Authors

449

  1. MP
    Michael Pykhtin

    Federal Reserve, United States

    4 publications · 101 citations

    4

    h-index

  2. SJ
    Shashi Jain

    Centrum Wiskunde & Informatica, Netherlands

    3 publications · 42 citations

    3

    h-index

  3. CW
    Cornelis W. Oosterlee

    Delft University of Technology, Netherlands

    3 publications · 42 citations

    3

    h-index

  4. PK
    Patrik Karlsson

    Stockholm University, Sweden

    3 publications · 42 citations

    3

    h-index

  5. RS
    Robert S. Stern

    Harvard University, United States

    2 publications · 713 citations

    2

    h-index

1–5 of 449

Venues

  1. The Journal of Credit Risk

    5 publications · 108 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 5 publications · 112 citations

    5

    h-index

  3. EPPO Bulletin

    4 publications · 89 citations

    4

    h-index

  4. Journal of Banking & Finance

    3 publications · 351 citations

    3

    h-index

  5. PubMed

    Repository · 3 publications · 148 citations

    3

    h-index

1–5